+3,172.1%
COR vs TECK
+2,171.4%
+1,000.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +4.5% | +4.6% | -0.1% | +4.1% |
| 3M | +22.7% | +2.8% | +19.8% | +22.0% |
| 6M | -9.7% | +24.9% | -34.6% | -12.2% |
| YTD | -1.4% | +44.7% | -46.2% | -5.6% |
| 1Y | +13.9% | +112.0% | -98.1% | +5.0% |
| 3Y | +94.0% | +67.6% | +26.4% | +79.4% |
| 5Y | +184.0% | +200.3% | -16.3% | +142.8% |
| 10Y | +406.8% | +358.2% | +48.5% | +290.7% |
| All | +3,172.1% | +2,171.4% | +1,000.6% | +1,995.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling